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When I launch Win10.bat, I get the following error:

Direct3D9 Error
Failed to reset Direct3D9 device.

When I press OK, I can hear the video playing and the sound of the menu when pressing the arrows.

I tried to set compatibility to WinXP SP2, but the error keeps showing.

I have a laptop MSI GE73 Raider 8RF-021XES

Any ideas?

Thank you

Last time I tried The Hell mod there was exe file to run the mod, unless sth changed now which I wouldn't know since I am into The Hell 2 now.

Anyway, acc to your error I would try to install DirectX 9 if you don't have it already: